First remove the Merge List by opening a terminal (Press Ctrl+Alt+T to launch) and run this command:

sudo rm /var/lib/apt/lists/* -vf

or

sudo rm -vf /var/lib/apt/lists/*

these command lines are interchangable

the options used are -v verbose

-v, --verbose explain what is being done

and -f force

-f, --force ignore nonexistent files and arguments, never prompt

If you are ever unsure about a command line or the options being used always refer to the manual page for the command. These can be accessed on the internet by searching for man and the command for example man rm or you can access the same information by typing exactly the same command in the terminal for example man rm instructions for quitting the page will be at the bottom of the terminal like this

OK, I'm following the tutorial and after extracting the python and running ./configure you tell me to install build-essential first. I have not ran 'make' or 'make altinstall' yet. How do I back out of this and start again on the install? Can I just delete the directories and start again? Thanks